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Optimal Control of Some Markov...
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Pliska, Stanley R.
15
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
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ECONIS (ZBW)
17
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1
Sensitivity of continuous review stochastic (s,S) inventory systems to ordering delays
Weiss, Howard J.
- In:
European journal of operational research : EJOR
2
(
1988
),
pp. 174-179
Persistent link: https://www.econbiz.de/10001065820
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2
A dynamic Nash game model of oil market disruption and strategic stockpiling
Murphy, Frederic H.
- In:
Operations research
37
(
1989
)
6
,
pp. 958-971
Persistent link: https://www.econbiz.de/10001078682
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3
Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
Bielecki, Thomas
;
Hernández-Hernández, Daniel
; …
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 167-188
Persistent link: https://www.econbiz.de/10001428073
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4
Risk sensitive asset allocation
Bielecki, Tomasz R.
;
Pliska, Stanley R.
;
Sherris, Michael
- In:
Journal of economic dynamics & control
24
(
2000
)
8
,
pp. 1145-1177
Persistent link: https://www.econbiz.de/10001474593
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5
Risk sensitive asset management with transaction costs
Bielecki, Tomasz R.
;
Pliska, Stanley R.
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10001486618
Saved in:
6
Discrete versus continuous trading in securities markets with net worth constraints
Back, Kerry E.
;
Pliska, Stanley R.
-
1986
Persistent link: https://www.econbiz.de/10000996046
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7
Optimal trading of a security when there are taxes and transaction costs
Cadenillas, Abel
;
Pliska, Stanley R.
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 137-165
Persistent link: https://www.econbiz.de/10001367012
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8
Optimal portfolio management with fixed transaction costs
Morton, Andrew J.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 337-356
Persistent link: https://www.econbiz.de/10001189277
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9
On the fundamental theorem of asset pricing with an infinite state space
Back, Kerry E.
- In:
Journal of mathematical economics
20
(
1991
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001107840
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10
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
Geman, Hélyette
(
contributor
);
Madan, Dilip B.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001597059
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